predict.HLmix

Predict Method for Huber Location Mixtures

Kiefer-Wolfowitz maximum likelihood estimation for mixture models
and some other density estimation and regression methods based on convex
optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical
Bayes Mixture Methods, Journal of Statistical Software, 82, 1--26,
<DOI:10.18637/jss.v082.i08>.

Roger Koenker

REBayes

Empirical Bayes Estimation and Inference

Jiaying Gu

Ivan Mizera

predict.HLmix function

<dl><dt>object</dt>
<dd>fitted object of class "HLmix"</dd>
<dt>newdata</dt>
<dd>Values at which prediction is desired</dd>
<dt>Loss</dt>
<dd>Loss function used to generate prediction: Currently supported values: 
2 to get mean predictions, 1 to get median predictions, 0 to get modal predictions
or any tau in (0,1) to get tau-th quantile predictions.</dd>
<dt>newsigma</dt>
<dd>sigma values for the predictions</dd>
<dt>...</dt>
<dd>optional arguments to predict</dd></dl>

Arguments

Author

Predict Method for HLmix — predict.HLmix

<dl>

<dt>object</dt>
<dd>fitted object of class "HLmix"</dd>


<dt>newdata</dt>
<dd>Values at which prediction is desired</dd>


<dt>Loss</dt>
<dd>Loss function used to generate prediction: Currently supported values: 
2 to get mean predictions, 1 to get median predictions, 0 to get modal predictions
or any tau in (0,1) to get tau-th quantile predictions.</dd>


<dt>newsigma</dt>
<dd>sigma values for the predictions</dd>


<dt>...</dt>
<dd>optional arguments to predict</dd>

</dl>

predict.HLmix: Predict Method for HLmix

Description

Usage

Value

Arguments

Author

Details